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Barclay CTA Index gains 0.30% in December, (-2.85% 2018)

Thursday, January 17, 2019
Opalesque Industry Update - The Barclay CTA Index, compiled by BarclayHedge, a division of Backstop Solutions, posted a 0.30% rate of return in December. For the year the index was down 2.85%.

Equity market volatility contributed to a challenging year for many managed futures indices. Currency volatility, global trade disputes and emerging market uncertainty provided further sources of stress.

Only two of the Barclay Managed Futures indices had negative returns in December. The Cryptocurrency Traders Index fell 3.79% and the Agricultural Traders Index declined 0.47%.

December's gains ranged from the MPI Barclay Elite Systematic Traders Index with a 1.77 percent return, the Fin./Met. Traders Index up 1.14%, the Diversified Traders Index up 0.65%, the Systematic Traders Index up 0.65%, the Currency Traders Index with a 0.38% return, and the Discretionary Traders Index posting an 0.32% return.

The year's results weren't as good for most of the indices, with only two posting positive results for 2018. The Currency Traders Index was up 5.10% for the year, and the Discretionary Traders Index gained 2.01%.

Indices posting losses on the year were led by the Cryptocurrency Traders Index, which was down 63.24% through December. The MPI Barclay Elite Systematic Traders Index was down 5.12% for the year, the Diversified Traders Index declined 4.71%, the Systematic Traders Index dropped 4.16%, the Fin./Met. Traders Index was down 3.20%, and the Agricultural Traders Index was down 0.27%.

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